+153.5%
EXPE vs INDA
+10.1%
+143.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.2% | -6.6% |
| 7D | -9.8% | -1.0% | -8.8% | -9.0% |
| 30D | -11.5% | -2.5% | -9.0% | -9.7% |
| 3M | +21.7% | +4.0% | +17.7% | +18.6% |
| 6M | +10.4% | -1.8% | +12.2% | +11.9% |
| YTD | -2.5% | -9.2% | +6.6% | +4.5% |
| 1Y | +27.3% | -7.2% | +34.5% | +34.2% |
| 3Y | +153.5% | +9.8% | +143.7% | +110.0% |
| All | +153.5% | +10.1% | +143.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling